Preheat oven to 375 degrees.
Place foil sheets on your counter for cooling cookies.
In a large mixing bowl, cream together shortening, peanut butter, brown sugar, milk and vanilla. Beat at high speed until really well blended.
Add the egg and mix until will the batter is really fluffy.
In another bowl combine flour, salt and baking soda.
On low speed, slowly add the dry ingredients, a little at a time, to the wet ingredients. Mix just until blended.
Drop by heaping teaspoons onto an ungreased cookie sheet, about 2 inches apart.
Using the tines of a fork, flatten each cookie slightly in a crisscross pattern.
Bake for 7-8 minutes, or until cookies are set and just beginning to brown along the edges. DO NOT OVERBAKE.
Cool for 2 minutes on the cookie sheet and then remove cookies to cool completely on the foil.